+18.1%
EW vs AA
+13.9%
+4.2%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.8% | +1.6% | +4.2% |
| 7D | +8.3% | +0.9% | +7.3% | +8.2% |
| 30D | +13.9% | -6.4% | +20.4% | +14.3% |
| 3M | +10.9% | -13.0% | +23.9% | +11.6% |
| 6M | +19.2% | -34.6% | +53.9% | +21.9% |
| YTD | +16.6% | -23.0% | +39.6% | +17.6% |
| 1Y | +18.1% | +16.0% | +2.1% | +17.0% |
| All | +18.1% | +13.9% | +4.2% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling